We consider statistical inference on a single component of a parameter vector that satisfies a finite number of moment inequalities. The null hypothesis for this single component is given a dual characterization as a composite hypothesis regarding point identified parameters. We also are careful in the specification of the alternative hypothesis that also has a dual characterization as a compos...

The Sherrington-Kirkpatrick model of spin glasses, the Hop-field model of neural networks, and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under bare minimal conditions, we establish the consistency of the maximum pseudolikelihood estimate of the natural parameter in this family, even at critical tempe...

This article has investigated the asymptotic distribution of the maximum likelihood estimator in a stochastic frontier function when the firms are all technically efficient. For such a situation, the true parameter vector is on the boundary of the parameter space, and the scores are linearly dependent. The maximum likelihood estimator is shown to be a mixture of certain truncated distributions....

This paper derives the exact distribution of the maximum likelihood estimator of a rst order linear autoregression with an exponential disturbance term. We also show that even if the process is stationary, the estimator is T -consistent, where T is the sample size. In the unit root case the estimator is T -consistent, while in the explosive case the estimator is T -consistent. Further, the like...

Johansen derived the asymptotic theory for his cointegration rank test statisic for a vector autoregression where the parameters are restricted so the process is integrated of order one. It is investigated to what extent these parameter restrictions are binding. The eigenvalues of Johansen's eigenvalue problem are shown to have the same consistency rates accross the parameter space. The test st...

Fully coherent searches (over realistic ranges of parameter space and year-long observation times) for unknown sources of continuous gravitational waves are computationally prohibitive. Less expensive hierarchical searches divide the data into shorter segments which are analyzed coherently, then detection statistics from different segments are combined incoherently. The novel method presented h...

We present a two-parameter survival distribution that has an upside-down bathtub (UBT, or humped-shaped) hazard function. This distribution provides biostatisticians, reliability engineers, and other statisticians with a second two-parameter UBT model whose closedform survivor function simplifies the analysis of right-censored data sets. We develop the distribution’s probabilistic and statistic...

Using mean relative peculiar velocity measurements for pairs of galaxies, we estimate the cosmological density parameter and the amplitude of density fluctuations j8. Our results suggest that our statistic is a robust and Qm reproducible measure of the mean pairwise velocity and thereby the parameter. We get and 0.17 Q Q p 0.30 m m 0.07 . These estimates do not depend on prior assumptions on th...